+82.1%
EWT vs FE
+11.5%
+70.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -1.1% | -1.7% | +0.6% | -1.5% |
| 30D | +4.8% | -1.3% | +6.1% | +4.5% |
| 3M | +11.1% | +0.6% | +10.5% | +11.1% |
| 6M | +54.6% | -6.8% | +61.5% | +55.0% |
| YTD | +71.4% | +6.4% | +65.0% | +73.2% |
| 1Y | +82.1% | +11.3% | +70.8% | +84.7% |
| All | +82.1% | +11.5% | +70.6% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling